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Two-sample intraclass correlation coefficient tests for matrix-valued data
Linnaeus University, School of Business and Economics, Department of Economics and Statistics (NS).
Linnaeus University, School of Business and Economics, Department of Economics and Statistics (NS).ORCID iD: 0000-0002-0789-5826
2024 (English)In: Statistical Modeling and Applications: Heavy-Tailed, Skewed Distributions and Mixture Modeling, Volume 2 / [ed] Carlos A. Coelho, Ding-Geng Chen, Springer, 2024Chapter in book (Refereed)
Abstract [en]

Under a model having a Kronecker product covariance structure with compound symmetry or circular symmetry, two-sample hypothesis testing for the equality of two correlation parameters is considered. Different tests are proposed by using the ratio of independent F distributions. Several tests are compared with the proposed ones and practical recommendationsare made based on their type I error probabilities and powers. Finally, all mentioned tests areapplied to a real data example.

Place, publisher, year, edition, pages
Springer, 2024.
Series
Emerging Topics in Statistics and Biostatistics (ETSB)
National Category
Probability Theory and Statistics
Research subject
Statistics/Econometrics
Identifiers
URN: urn:nbn:se:lnu:diva-131898ISBN: 9783031696213 (print)ISBN: 9783031696244 (print)OAI: oai:DiVA.org:lnu-131898DiVA, id: diva2:1890021
Funder
Linnaeus University, DISAAvailable from: 2024-08-19 Created: 2024-08-19 Last updated: 2024-09-02

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Liang, YuliDai, Deliang

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